0.59Open0.52Pre Close21 Volume56 Open Interest29.00Strike Price2.66KTurnover43.54%IV0.32%PremiumNov 29, 2024Expiry Date1.15Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.8332Delta0.2228Gamma22.46Leverage Ratio-0.0413Theta-0.0018Rho-18.71Eff Leverage0.0065Vega